CWEUSD.SW - Risk

Risk & Diversification Scores

Transparent evaluation of price volatility (SRI) and 4-dimensional portfolio diversification.

Volatility Risk Score

5/7 Elevated

5 / 7 SRI PRIIPs Risk Class

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon).

Volatility (3Y)

14.3% p.a.

Fallback

Max Drawdown (3Y)

-31.5%

Fallback

Sharpe Ratio

0.41

Moderate (0.0 - 0.5)

Rec. Holding Period

5 - 10+ Years

Investment Horizon

Elevated Risk / Growth: Score Basis:

Diversification Score

High Concentration (> 50%)

58 / 100 Portfolio Diversification

4 Dimensions: Holdings (30%) • Sectors (25%) • Industries (25%) • Regions (20%)

High concentration risk: A few heavyweights drive the majority of fund value.

Top 10 Holdings

76.3%

Focused

Effective Holdings

~16

of 26 holdings

Top Sector

43.8%

Energy

Top Region / Country

49.8%

United States

Elevated concentration in top individual holdings, leading sectors, or key regions.

Multi-Horizon Risk & Performance Matrix

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Timeframe	Volatility (p.a.)	Max Drawdown	Sharpe Ratio	Return (p.a.)
1 Year	—	—	—	+22.6%
3 Years	14.3%	-31.5%	0.41	+8.4%
5 Years	—	—	—	—
10 Years	—	—	—	—

Notes & Warnings

🟢 Favorable / fair valuation: Avg P/E of 17.5

Solid fund volume

🟡 Moderate analyst coverage (15 analysts)

🔴 Extreme top 10 holdings concentration: 76% of fund in top 10 positions.

⚠️ Sector concentration: 44% in "Energy".

⚠️ Industry concentration: 36% in "Oil & Gas Refining & Marketing".

⚠️ Growth estimates are concentrated: Top 3 growth drivers account for 53% of forward growth.

🔴 High Commodity Concentration: 64% of fund depends directly on volatile energy and raw material markets.

⚠️ Elevated Economic Cyclicality: 65% in cyclical industries – more vulnerable to economic downturns.

⚠️ Elevated Regulatory & Policy Risk: 66% in heavily regulated industries (defense, regulated utilities, healthcare policy).